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Conformal normal curvature and assessment of local influence

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Abstract:

In 1986, R. D. Cook proposed differential geometry to assess local influence of minor perturbations of statistical models. We construct a conformally invariant curvature, the conformal normal curvature, for the same purpose. This curvature provides a measure of local influence ranging from 0 to 1, with objective bench-marks to judge largeness. We study various approaches to using the conformal normal curvature and the relationships between these approaches.

Keywords: Aggregate contribution; Conformal normal curvature; Influence graph; Linear regression; Normal curvature

Document Type: Original Article

DOI: https://doi.org/10.1111/1467-9868.00162

Affiliations: 1: Chinese University of Hong Kong, Hong Kong, 2: University of California, Riverside, USA

Publication date: 1999-01-01

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